+166.7%
GIS vs AG
+445.6%
-278.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.4% |
| 7D | -7.8% | +1.0% | -8.9% | -7.9% |
| 30D | +6.6% | +19.2% | -12.6% | +6.2% |
| 3M | +21.0% | +6.2% | +14.8% | +20.7% |
| 6M | -9.1% | -26.7% | +17.6% | -8.7% |
| YTD | -13.6% | +26.1% | -39.7% | -14.3% |
| 1Y | -18.0% | +131.7% | -149.7% | -19.9% |
| 3Y | -33.7% | +255.3% | -289.0% | -36.3% |
| 5Y | -19.4% | +61.9% | -81.4% | -21.8% |
| 10Y | -21.3% | +72.0% | -93.3% | -25.4% |
| All | +166.7% | +445.6% | -278.9% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling